fixest-package {fixest} | R Documentation

## Fast and User-Friendly Fixed-Effects Estimations

### Description

The package fixest provides a family of functions to perform estimations with multiple fixed-effects. Standard-errors can be easily and intuitively clustered. It also includes tools to seamlessly export the results of various estimations.

### Details

This package efficiently estimates models with multiple fixed-effect (i.e. multiple large factor variables).

The core functions are: `feols`, `feglm` and `femlm` to estimate, respectively, linear models, generalized linear models and maximum likelihood models with multiple fixed-effects. The function `feNmlm` allows the inclusion of non-linear in parameters right hand sides. Finally `fepois` and `fenegbin` are shorthands to estimate Poisson and Negative Binomial models.

Note that the functions `feglm` and `femlm` provide the same results when using the same families but differ in that the latter is a direct maximum likelihood optimization (so the two can really have different convergence rate).

Several features are also included such as the possibility to easily compute different types of standard-errors (including multi-way clustering).

It is possible to compare the results of several estimations by using the function `esttable`, and to export them to Latex using `esttex`.

### Author(s)

Maintainer: Laurent Berge laurent.berge@uni.lu

### References

Berg\'e, Laurent, 2018, "Efficient estimation of maximum likelihood models with multiple fixed-effects: the R package FENmlm." CREA Discussion Papers, 13 (https://wwwen.uni.lu/content/download/110162/1299525/file/2018_13).

### See Also

Useful links:

- Report bugs at https://github.com/lrberge/fixest/issues

[Package fixest version 0.1.0 Index]